000 05576cam a2200865Ka 4500
001 ocn758386791
003 OCoLC
005 20171224113728.0
006 m o d
007 cr cnu---unuuu
008 111024s2011 enka ob 001 0 eng d
040 _aN$T
_beng
_epn
_cN$T
_dCDX
_dE7B
_dREDDC
_dOCLCQ
_dYDXCP
_dEBLCP
_dOCLCO
_dMERUC
_dDG1
_dOCLCQ
_dOCLCF
_dDEBSZ
_dOCLCQ
_dNLGGC
_dTEFOD
_dIDEBK
_dDEBBG
_dTEFOD
_dS9I
_dOCLCQ
_dDG1
019 _a816865393
020 _a9781118467367
_q(electronic bk.)
020 _a1118467361
_q(electronic bk.)
020 _a9781119952978
_q(electronic bk.)
020 _a1119952972
_q(electronic bk.)
020 _a9781119960775
_q(electronic bk.)
020 _a1119960770
_q(electronic bk.)
020 _a1283283123
020 _a9781283283120
020 _z9780470742297
020 _z0470742291
029 1 _aAU@
_b000055775784
029 1 _aCHBIS
_b010442566
029 1 _aCHNEW
_b000615749
029 1 _aCHVBK
_b334086159
029 1 _aDEBBG
_bBV041167599
029 1 _aDEBBG
_bBV041911933
029 1 _aDEBSZ
_b396995632
029 1 _aGBVCP
_b790037270
029 1 _aNZ1
_b14537231
029 1 _aNZ1
_b15912116
035 _a(OCoLC)758386791
_z(OCoLC)816865393
037 _a2B6B1EA3-D3A3-4228-B106-7735EB3AA422
_bOverDrive, Inc.
_nhttp://www.overdrive.com
050 4 _aHG4521
_b.S35623 2011eb
072 7 _aBUS
_x036000
_2bisacsh
072 7 _aKF
_2bicssc
082 0 4 _a332.63/2
_223
049 _aMAIN
100 1 _aSchofield, Neil C.
245 1 0 _aTrading the fixed income, inflation and credit markets :
_ba relative value guide /
_cNeil C. Schofield, Troy Bowler.
260 _aChichester, West Sussex :
_bWiley,
_c2011.
300 _a1 online resource (xviii, 291 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance
520 _a"In this book, the authors give an applied approach to relative value techniques, showing readers how to decide on the best place to put their money in order to get the best return. They cover multiple asset classes - fixed income, commodities and equities although the main focus is fixed income. They cover products that are rarely documented such as CMS floaters and structured interest and credit products. The initial part of the book will consider the main derivative products and their pricing interrelationships. It argues that within any asset class there are mathematical relationships that tie together four key building blocks: cash products, forwards / futures, swaps and options. The nature of these interrelationships means that there may be a variety of different ways in which a particular strategy can be expressed. The second part of the book will be focused primarily on relative value within a fixed income context and will look at strategies that build on the pricing relationships between products as well as those that focus on how to identify the optimal way to express a view on the movement of the yield curve. The third part of the book will take the main themes of relative value and show how they could be applied within other asset classes."--
_cProvided by publisher.
520 _a"In this book, the authors give an applied approach to relative value techniques, showing readers how to decide on the best place to put their money in order to get the best return. They cover multiple asset classes -- fixed income, commodities and equities although the main focus is fixed income. They cover products that are rarely documented such as CMS floaters and structured interest and credit products"--
_cProvided by publisher.
504 _aIncludes bibliographical references and index.
588 0 _aPrint version record.
505 0 _aCover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgements; About the Authors; Troy Bowler; Neil C. Schofield; Chapter 1: Product Fundamentals; 1.1 Chapter Overview; 1.2 Bond Fundamentals; 1.3 Repurchase Agreements; 1.4 Credit Fundamentals; 1.5 Derivative Fundamentals; Chapter 2: Pricing Relationships; 2.1 Relative Value; 2.2 The Relative Value Triangle; 2.3 Spot Pricing; 2.4 The Spot-Forward Relationship; 2.5 The Spot-Swap Relationship; 2.6 The Forward-Swap Relationship; 2.7 Pricing Options-Relationship With The Underlying Market.
650 0 _aInvestments.
650 0 _aFinance, Personal.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aFinance, Personal.
_2fast
_0(OCoLC)fst00924449
650 7 _aInvestments.
_2fast
_0(OCoLC)fst00978234
655 4 _aElectronic books.
700 1 _aBowler, Troy.
776 0 8 _iPrint version:
_aSchofield, Neil C.
_tTrading the fixed income, inflation and credit markets.
_dChichester, West Sussex : Wiley, 2011
_z9780470742297
_w(DLC) 2011028230
_w(OCoLC)741355138
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118467367
_zWiley Online Library
938 _aEBL - Ebook Library
_bEBLB
_nEBL4043298
938 _aCoutts Information Services
_bCOUT
_n19349315
938 _aEBL - Ebook Library
_bEBLB
_nEBL697606
938 _aebrary
_bEBRY
_nebr10501262
938 _aEBSCOhost
_bEBSC
_n398588
938 _aIngram Digital eBook Collection
_bIDEB
_n328312
938 _aYBP Library Services
_bYANK
_n9661982
938 _aYBP Library Services
_bYANK
_n7191851
938 _aYBP Library Services
_bYANK
_n12678435
994 _a92
_bDG1
999 _c11341
_d11341